Scene Select:
What you do is make a seperate layer with Frame Labels at certain points where the scene changes. Then, you tell your button this:
on (release){
gotoAndPlay("FrameLabel");
}

Just remember to replace the FrameLabel word with whatever you want to call it. Don't forget the quotes.

Play Movie:
Well, should be just that. Button should have this script:
on(release){
play();
}
Or gotoAndPlay("StartingFrame"); if you put something between the start menu and the actual video.

Extras:
Put these after your movie, and make sure you have a stop command somewhere so it doesn't continue on to the extra scenes. Then, code the button like above for a scene selection, but instead point it to the first frame of your extras.

A menu is mainly just a list of buttons, and making a button is as simple as drawing a circle and going to the Modify menu and selecting Convert To Symbol, hitting the "Button" radio command, and voila, it's a button now.

Of course, there are many ways to make fancier buttons, and ones with sound, but that's a different lesson.

first start off with a preloader, make a preloader screen with the title of the movie and your name, then below that, type "loading" and then with dynamic text, switch from static to dynamic in the property inspector, and put 100% in that and put that right next to the "loading" text. In the property inspector of the dynamic text, where it says "variable" type in "c" (w/o the quotes). Now on the first frame of the movie, put in this action:
a = getBytesLoaded();
b = getBytesTotal();
c = Math.ceil((a/b)*100)+"%";
d = Math.floor(a/1024)+"kb";
e = Math.floor(b/1024)+"kb";
if (a == b) {
gotoAndStop(3)
}
now make a new frame and put this action on it:
gotoAndPlay(1)
now make a 3rd frame and put your main menu on it. With the title, your name, the options "Play Movie" and "Scene Select" or whatever. Now, go to the library and make a new instance, make it a button and draw an invisible square for it. Back to the 3rd frame, put that button over the "Play Movie" text and the "Scene Select" text. For the button on the "Play Movie" text, put:
on(release) {
gotoAndPlay("movie")
}
for the scene select button, put:
on(release) {
gotoAndStop("sceneselect")
}
now for the first frame of the actual movie, let's say it's on frame 5, open the property inspector and type under where it says "frame", type in "movie". Now on frame 4 put the scene select. Have pictures of screens from different parts of the movie. Put a button over each one, and on the button have this action:
on(release) {
gotoAndPlay("movie1")
}
for the first scene,
and repeat for the others but change the 1 to a 2, then for the next to 3, etc.
Now go to the movie with all the frames and put there names in the property inspector as "movie1" for the 5th frame, then wherever you want another scene to be, put "movie2", etc.
Hope this helped, if you have any more questions with it, AIM me or post back here.